+5,331.8%
CF vs VSAT
+179.9%
+5,152.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.7% | -7.0% | -0.9% |
| 7D | -3.2% | -17.0% | +13.8% | +0.2% |
| 30D | +4.3% | -9.8% | +14.1% | +5.3% |
| 3M | +2.8% | -22.0% | +24.8% | +6.3% |
| 6M | +0.6% | -5.0% | +5.6% | -3.5% |
| YTD | +56.6% | +85.6% | -28.9% | +24.7% |
| 1Y | +49.6% | +80.2% | -30.6% | +18.9% |
| 3Y | +61.5% | +250.0% | -188.5% | -13.5% |
| 5Y | +124.0% | -4.6% | +128.5% | +62.4% |
| 10Y | +573.2% | -7.2% | +580.4% | +340.0% |
| All | +5,331.8% | +179.9% | +5,152.0% | +1,731.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VSAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling